+119.2%
HIG vs ESI
+66.0%
+53.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.9% |
| 7D | -2.3% | -2.3% | 0.0% | -1.9% |
| 30D | -1.2% | -9.0% | +7.8% | +0.2% |
| 3M | +6.3% | -13.3% | +19.6% | +7.7% |
| 6M | +0.6% | +5.3% | -4.7% | -3.5% |
| YTD | +0.6% | +37.6% | -37.0% | -10.4% |
| 1Y | +6.1% | +33.6% | -27.5% | -5.3% |
| 3Y | +102.0% | +75.8% | +26.2% | +59.0% |
| 5Y | +119.2% | +68.6% | +50.6% | +70.2% |
| All | +119.2% | +66.0% | +53.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling